ICE US Dollar Index Future March 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 103.090 103.285 0.195 0.2% 101.580
High 103.625 103.375 -0.250 -0.2% 103.535
Low 102.975 102.750 -0.225 -0.2% 100.635
Close 103.288 103.029 -0.259 -0.3% 102.924
Range 0.650 0.625 -0.025 -3.8% 2.900
ATR 0.888 0.869 -0.019 -2.1% 0.000
Volume 29,634 21,098 -8,536 -28.8% 194,459
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 104.926 104.603 103.373
R3 104.301 103.978 103.201
R2 103.676 103.676 103.144
R1 103.353 103.353 103.086 103.202
PP 103.051 103.051 103.051 102.976
S1 102.728 102.728 102.972 102.577
S2 102.426 102.426 102.914
S3 101.801 102.103 102.857
S4 101.176 101.478 102.685
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 111.065 109.894 104.519
R3 108.165 106.994 103.722
R2 105.265 105.265 103.456
R1 104.094 104.094 103.190 104.680
PP 102.365 102.365 102.365 102.657
S1 101.194 101.194 102.658 101.780
S2 99.465 99.465 102.392
S3 96.565 98.294 102.127
S4 93.665 95.394 101.329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.625 102.100 1.525 1.5% 0.806 0.8% 61% False False 41,538
10 103.625 99.250 4.375 4.2% 0.967 0.9% 86% False False 28,908
20 103.625 99.250 4.375 4.2% 0.884 0.9% 86% False False 16,925
40 103.625 95.820 7.805 7.6% 0.826 0.8% 92% False False 9,088
60 103.625 95.210 8.415 8.2% 0.715 0.7% 93% False False 6,179
80 103.625 94.365 9.260 9.0% 0.665 0.6% 94% False False 4,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.251
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 106.031
2.618 105.011
1.618 104.386
1.000 104.000
0.618 103.761
HIGH 103.375
0.618 103.136
0.500 103.063
0.382 102.989
LOW 102.750
0.618 102.364
1.000 102.125
1.618 101.739
2.618 101.114
4.250 100.094
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 103.063 103.063
PP 103.051 103.051
S1 103.040 103.040

These figures are updated between 7pm and 10pm EST after a trading day.

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